+90.1%
OKTA vs VFC
-6.8%
+96.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | +2.6% | -1.6% | +4.2% | +2.7% |
| 30D | +16.0% | -11.6% | +27.7% | +17.1% |
| 3M | +38.2% | -18.1% | +56.3% | +39.6% |
| 6M | +137.8% | -27.4% | +165.2% | +142.8% |
| YTD | +97.3% | -24.8% | +122.1% | +100.6% |
| 1Y | +90.1% | -8.2% | +98.3% | +85.3% |
| All | +90.1% | -6.8% | +96.9% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling